thetaOwl

AMD

Advanced Micro Devices, Inc.Close $284.49EOD only
Max Pain
$255.00
Next expiry Apr 24, 2026
Expected Move
±$13.88
4.9% from close
Price Gap
-29.49
Distance to max pain
IV Rank
41
Middle-high premium
P/C OI
1.05
Balanced positioning
Consensus
6.0/10
Bullish tilt
Published snapshot: Apr 21, 2026 close
End-of-day snapshot

This page reflects AMD options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Apr 21, 2026 close
AMD Directional Report
Analysis based on market close April 22, 2026

Historical consensus-supported lens with full content, report chain context, and metric rail.

Outlook

Bullish bias: market-aligned call-heavy flow, large positive dealer GEX/DEX, and pinning gamma favor continuation toward upper precomputed ranges though spot above MP raises pullback risk.

Confidence:
9.5 / 10
Base 7.5 bumped by GEX/flow alignment (+2.0) and pinning; tempered by elevated IV and tail-backtest risk.
Supports: Bullish option flow, positive dealer gamma, pinning regime
Conflicts: High IV vs VIX and spot ~16.7% above MP increases pullback/tail risk
📈Dealer GEX +$90.7M and DEX +90M shares — supportive of upside
📌Pinning gamma creates short-term stickiness near key strikes
⚠️IV rich vs VIX ~19 — hedging/vol costs elevated

Regime Classification

Vol Regime
High
High IV vs recent range; premium expensive relative to VIX ~19.
Gamma Regime
Pinning
Pinning: dealers net long gamma creating strike-level stickiness and mean-reversion into positions.
Flow Regime
Bullish
Net bullish call-heavy flow and dealer sell-to-open producing positive GEX/DEX.
Spot vs Max Pain
Above
Spot ~16.7% above MP — biases upside but materially increases probability of rotation/backtest toward MP or max-pain levels.
Thesis duration: Multi-week — Sustained dealer positioning and repeated bullish flow point to multi-week directional tilt

Price Range Forecast

Next 2 days
$290.56$316.36
Pinning and short-term dealer gamma support upper 2d range
Next 1 week
$279.23$327.68
Continued flow can reach highs; failure risks revisit $279–$284
Next 2 weeks
$284.41$322.51
High IV and spot distance from MP keep pullback to supports plausible

Key Levels

Max pain pins: $260 (2026-04-24); $260 (2026-05-01); $245 (2026-05-08)
EM guardrails: 2d $290.56/$316.36; 1w $279.23/$327.68
Support: $284.41
Resistance: $322.51
Structural: Max pain pins: $260 (04/24, 05/01) & $245 (05/08). EM guardrails: 2d $290.56/$316.36; 1w $279.23/$327.68. Structural support ~284.41; resistance ~322.51.

Dealer Positioning (GEX/DEX)

GEX: $+90.7M

DEX: +90.0M shares

Gamma flip: N/A

NTM gamma: Dealer GEX +$90.7M, DEX +90.0M shares — net long gamma/delta supporting upside and short-term pinning dynamics.

IV Analysis

IV vs VIX: IV is rich vs VIX ~19 and sector; buying vol is costly, favors selling or defined-risk structures.

Term structure: Front-month elevated with mild roll; kinks at weekly expiries align with pin dates (04/24, 05/01).

Skew: Skew mild-to-bullish; actionable: sell premium or use defined short-vol structures with disciplined hedges

Flow Analysis

Net premium: Mixed: P/C vol <1 but large short-dated put buys indicate premium outflow for protection, producing short-term bearish hedge demand while some call accumulation suggests offsetting bullish exposure.

Directional prints: 59 put 300 OTM 2026-04-24 — Very large Apr24 300 put (22.5k vol, 600 OI) — aggressive short-dated put buys (premium outflow); short-term bearish/hedge. 60.9 call 297.5 ITM 2026-04-24 — Large Apr24 297.5 call (19k vol, 2.1k OI) — call accumulation or spread activity, bullish exposure. 60.6 put 295 OTM 2026-04-24 — Apr24 295 put (12.8k vol, 139 OI) — very high vol/OI ratio, buy-heavy short-dated protection.

Unusual: 60.6 put 295 OTM 2026-04-24 — Extreme vol/OI on Apr24 295 put — likely aggressive protective buys. 61.7 put 292.5 OTM 2026-04-24 — High vol/OI on Apr24 292.5 put — short-dated tail-buy behavior. 60 put 300 OTM 2026-05-01 — May01 300 put notable flow and IV — longer-dated hedging interest.

Risks & Catalysts

!Sharp mean reversion toward MP reducing upside
!~10–15% tail scenario possible given max-pain pins far below spot—prepare sizing/hedges
!Vol spike that reprices IV and penalizes short-premium positions
!Breakdown below $284 invalidates near-term bullish bias

Strategy Viability

StrategyEdgeBest SetupPrimary Risk
Put credit spreadModerate-Strong
Sell 2026-05-15 $285.00/$250.00 put spread
Why now: Short-dated-to-near-term put credit positioned to survive small post-earnings weakness while limiting downside
Vol spike or sharp mean reversion into MP can widen losses
Bull call spreadModerate
Buy 2026-05-15 $315.00/$335.00 call spread
Why now: Buy-call spread reduces cost vs naked calls while capturing move toward $320–327 area
Limited upside if large gap higher; IV rise inflates cost
Cash-secured putModerate
Sell 2026-05-15 $290.00 cash-secured put
Why now: Sell single-month put slightly OTM to monetize bullish bias and set target entry around 300–305
Assignment into a ~10–15% tail scenario or vol repricing
Bullish risk reversalConditional
Buy 2026-06-18 $330.00 call / sell 2026-06-18 $280.00 put
Why now: Long-dated call funded by nearer-term OTM put aligns with dealer flow in call-heavy market
Short put tail risk and IV skew can make funding insufficient
Call calendarModerate-Weak
Sell 2026-05-08 $320.00 call / buy 2026-06-18 $320.00 call
Why now: Harvest premium if gamma compresses post-earnings by selling the near-term and buying longer-term at same strike
IV spike in either leg or strong directional gap

Top Plays

#1
May bull-call spread (315/335)
Buy 2026-05-15 $315.00/$335.00 call spread
Low-cost directional long that benefits if spot rallies post-flow; limited loss if IV spikes or pullback occurs.
Why this play: Directly captures expected multi-week upside toward $320–327 with defined risk and favorable cost vs naked calls.
Debit: $5.72-$6.99
Max loss: $6.99
BE: $321.99
Mgmt: Trim or roll up into strength; close if spot fails below invalidation ~284 or IV explodes on downside move.
Moderate risk, directional traders seeking capped risk/reward into earnings follow-through.
#2
320 call calendar (sell May / buy Jun)
Sell 2026-05-08 $320.00 call / buy 2026-06-18 $320.00 call
Expresses view that IV will compress after event; longer call retains directional exposure with lower theta bleed.
Why this play: Sell near-term premium to harvest post-earnings gamma compression while keeping upside optionality longer term.
Debit: $10.44-$12.76
Max loss: $12.76
BE: Path-dependent
Mgmt: Monitor front-month pinning; unwind if front-month IV rises or spot moves past short strike; roll calendar if front decay underperforms.
Income/vol-timing traders who believe IV will decline post-earnings.
#3
Bullish risk reversal (buy Jun330 / sell Jun280)
Buy 2026-06-18 $330.00 call / sell 2026-06-18 $280.00 put
Directional, low-premium entry that aligns with long-dated call accumulation but carries significant downside if put pressure surfaces.
Why this play: Leverages dealer call demand by funding long calls with short puts to ride a larger up move with limited upfront debit.
Debit: $1.51-$1.84
Max loss: $280.00
BE: $280.00
Mgmt: Size conservatively; hedge or cut if puts pin below invalidation ~284 or if downside flow accelerates.
Aggressive bulls comfortable with assignment or large downside exposure.

Watchlist Triggers

Entry Triggers
IFIF spot > 316.36 within 2d AND 20EMA>50EMA on daily chart AND RSI(14)>55THEN enter s2: buy 2026-05-15 315/335 call spread at mid if price ≤ 6.99; position size = risk-to-capital sized so max loss ≤1.0% of portfolio, max notional ≤2.5% of portfolio
IFIF spot pins 320–322 pre-earnings AND front-month IV percentile(30d) ≥ 60THEN enter s5: sell 2026-05-08 320 call / buy 2026-06-18 320 call calendar if net credit/debit in range 10.44–12.76; position size max loss ≤1.0% portfolio, max vega exposure ≤2% portfolio
IFIF seeking larger directional AND willing to accept assignment AND implied skew favorable (30d put-call skew >10%)THEN enter s4: buy 2026-06-18 330 call / sell 2026-06-18 280 put risk reversal if net debit ≤1.84; limit size so max loss ≤1.5% portfolio, aggregate directional exposure ≤4% portfolio
Adjustment Triggers
ADJIF spot closes below 284.41 (invalidation) OR 20EMA crosses below 50EMA on dailyTHEN cut/downsize bullish positions: reduce s2/s5 to half size or close; exit s4 immediately or hedge puts via buying protective puts to cap additional loss to ≤0.5% portfolio
Exit Triggers
EXITIF spot ≥ 327.68 within 1w OR front-month IV > 1.5x its 30d mean OR front-month IV > 45%THEN trim/close s2 and take profits; unwind calendar s5 if front-month IV spikes above thresholds or spot > short strike aggressively

Tactical Summary

Bullish multi-week bias. Primary = s2 bull-call spread sized to cap loss ≤1% portfolio. Use s5 calendar to collect premium pre/post-earnings with strict IV and vega limits. s4 reserved for aggressive bulls, capped at higher but defined risk. Invalidate on sustained move <284.41 or bearish EMA crossover; unwind on defined IV spike criteria.
How to Use These Reports
This directional reflects the market close on April 22, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.